Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients.

This paper deals with a class of backward doubly stochastic differential equations driven by fractional Brownian motion with Hurst parameter H greater than 1 2 . We essentially establish the existence and uniqueness of a solution in the case of stochastic Lipschitz coefficients and stochastic integral-Lipschitz coefficients. The stochastic integral used throughout the paper is the divergence-type integral. [ABSTRACT FROM AUTHOR]